+27.5%
VWO vs TMF
-88.2%
+115.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | +1.7% | -3.4% | +5.0% | +1.8% |
| 30D | -4.2% | +11.5% | -15.7% | -4.6% |
| 3M | -4.6% | -4.5% | -0.1% | -4.5% |
| 6M | -5.0% | -15.0% | +10.0% | -4.4% |
| YTD | +6.8% | -19.9% | +26.6% | +7.6% |
| 1Y | +5.8% | -26.6% | +32.3% | +6.8% |
| 3Y | +58.1% | -29.8% | +87.9% | +59.2% |
| All | +27.5% | -88.2% | +115.6% | +23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TMF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling